This is reported as happening now in IE as well as Safari: http://en.forums.wordpress.com/topic.php?id=17857&page&replies=19 . If you are using IE or another browser other than Safari, I haven't seen this reported before and I would, as Timethief suggests and contact staff with as much detail as you can.
If you are using Safari:
The TinyMCE editor that wordpress uses for writing pages and posts is not fully compatible with Safari and you will find problems in other areas as well.
I would suggest downloading the Firefox or Camino browsers to use with wordpress as they are the most compatible with wordpress.
Alternately, you can go to "my profile" in the upper right of your dashboard and uncheck "use visual rich text editor," click "update profile and then you will be doing all your writing in code view. Some, including myself, find this a little confusing since in addition to the text of your post, you will see all the html code for your formatting.
Another alternative is to use an offline blog editor. Timethief has rounded up all the most popular and listed them on her wordpress resources blog at: http://wpbloggingtips.wordpress.com/2007/10/26/offline-blog-editors-reviews/